Join function creating unwanted edge loop?
What you see is what I would call unexpected behaviour of the Vertex Connect Path tool, this is the tool that has a J shortcut.

The expected behaviour is to add an edge between selected vertices, existing faces are cut through in the process. In your example the missing face between the selected vertices causes this to take the long way around the entire object, effectively cutting an edge loop around the whole model.

To get the result you expect, the space in the middle needs to have a face.

In the tutorial, at that stage, the hole is filled in with an n-gon before using J to cut it into quads.